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Lajos Horvath

Personal Details

First Name:Lajos
Middle Name:
Last Name:Horvath
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RePEc Short-ID:pho286
[This author has chosen not to make the email address public]

Affiliation

University of Utah

http://www.math.utah.edu
USA, Salt Lake City UT

Research output

as
Jump to: Working papers Articles

Working papers

  1. Lajos Horvath & Lorenzo Trapani & Shixuan Wang, 2024. "Sequential monitoring for explosive volatility regimes," Papers 2404.17885, arXiv.org.
  2. Horváth, L. & Liu, Z. & Lu, S., 2021. "Sequential monitoring of changes in dynamic linear models, applied to the US housing market," Post-Print hal-03323683, HAL.
  3. Lajos Horváth & Zhenya Liu & Gregory Rice & Yuqian Zhao, 2021. "Detecting common breaks in the means of high dimensional cross-dependent panels," Post-Print hal-03511434, HAL.
  4. Lajos Horvath & Lorenzo Trapani, 2021. "Changepoint detection in random coefficient autoregressive models," Papers 2104.13440, arXiv.org.
  5. Lajos Horváth & Hemei Li & Zhenya Liu, 2021. "How to identify the different phases of stock market bubbles statistically?," Post-Print hal-03511435, HAL.
  6. Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao, 2020. "A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis," Post-Print hal-03511284, HAL.
  7. Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang, 2020. "A functional time series analysis of forward curves derived from commodity futures," Post-Print hal-03513421, HAL.
  8. Lajos Horvath & Lorenzo Trapani, 2018. "Testing for randomness in a random coefficient autoregression model," Discussion Papers 18/03, University of Nottingham, Granger Centre for Time Series Econometrics.
  9. Barassi, Marco & Horvath, Lajos & Zhao, Yuqian, 2018. "Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," MPRA Paper 87837, University Library of Munich, Germany.
  10. Hanousek, Jan & Antoch, Jaromir & Huskova, Marie & Horvath, Lajos & Wang, Shixuan, 2017. "Structural breaks in panel data: Large number of panels and short length time series," CEPR Discussion Papers 11891, C.E.P.R. Discussion Papers.
  11. Aue, Alexander & Horvath, Lajos & Pellatt, Daniel, 2015. "Functional generalized autoregressive conditional heteroskedasticity," MPRA Paper 67702, University Library of Munich, Germany.
  12. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2014. "Variance targeting estimation of multivariate GARCH models," MPRA Paper 57794, University Library of Munich, Germany.
  13. Alexander Aue & Lajos Horváth & Clifford M. Hurvich & Philippe Soulier, 2014. "Limit Laws in Transaction-Level Asset Price Models," Post-Print hal-00583372, HAL.
  14. Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009. "Sup-Tests for Linearity in a General Nonlinear AR(1) Model," Working Papers 2009-16, Center for Research in Economics and Statistics.
  15. Christian FRANCQ & Lajos HORVATH & Jean-Michel ZAKOIAN, 2009. "Merits and Drawbacks of Variance Targeting in GARCH Models," Working Papers 2009-17, Center for Research in Economics and Statistics.
  16. Francq, Christian & Horvath, Lajos & Zakoian, Jean-Michel, 2008. "Sup-tests for linearity in a general nonlinear AR(1) model when the supremum is taken over the full parameter space," MPRA Paper 16669, University Library of Munich, Germany.
  17. HORVATH, Lajos & KOKOSZKA, Piotr & TEYSSIÈRE , Gilles, 2003. "Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals," LIDAM Discussion Papers CORE 2003009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  18. Horvath, L. & Kokoszka, P. & Teyssiere, G., 1999. "Empirical Process of the Squared Residuals of an ARCH Sequence," G.R.E.Q.A.M. 99a44, Universite Aix-Marseille III.

Articles

  1. Lajos Horváth & Zhenya Liu & Curtis Miller & Weiqing Tang, 2024. "Breaks in term structures: Evidence from the oil futures markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2317-2341, April.
  2. Lajos Horváth, 2024. "Comments on: Shape-based functional data analysis by Wu, Huang and Srivastava," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(1), pages 71-72, March.
  3. Lajos Horváth & Piotr Kokoszka & Shanglin Lu, 2024. "Variable Selection Based Testing for Parameter Changes in Regression with Autoregressive Dependence," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 42(4), pages 1331-1343, October.
  4. Lajos Horváth & Lorenzo Trapani & Jeremy Vander, 2024. "The maximally selected likelihood ratio test in random coefficient models," The Econometrics Journal, Royal Economic Society, vol. 27(3), pages 384-411.
  5. B. Cooper Boniece & Lajos Horváth & Peter M. Jacobs, 2024. "Change point detection in high dimensional data with U-statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 33(2), pages 400-452, June.
  6. Lajos Horváth & Zhenya Liu & Gregory Rice & Shixuan Wang & Yaosong Zhan, 2023. "Testing Stability in Functional Event Observations with an Application to IPO Performance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1262-1273, October.
  7. Lajos Horváth & Lorenzo Trapani, 2023. "Changepoint Detection in Heteroscedastic Random Coefficient Autoregressive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 41(4), pages 1300-1314, October.
  8. Horváth, Lajos & Trapani, Lorenzo, 2023. "Lp-functionals for change point detection in random coefficient autoregressive models," Statistics & Probability Letters, Elsevier, vol. 201(C).
  9. Horváth, Lajos & Rice, Gregory & Zhao, Yuqian, 2023. "Testing for changes in linear models using weighted residuals," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
  10. Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022. "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, vol. 46(PA).
  11. Horváth, Lajos & Liu, Zhenya & Lu, Shanglin, 2022. "Sequential Monitoring Of Changes In Dynamic Linear Models, Applied To The U.S. Housing Market," Econometric Theory, Cambridge University Press, vol. 38(2), pages 209-272, April.
  12. Lajos Horváth & Piotr Kokoszka & Jeremy VanderDoes & Shixuan Wang, 2022. "Inference in functional factor models with applications to yield curves," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(6), pages 872-894, November.
  13. Horváth, Lajos & Rice, Gregory & Zhao, Yuqian, 2022. "Change point analysis of covariance functions: A weighted cumulative sum approach," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
  14. Lajos Horváth & Curtis Miller & Gregory Rice, 2021. "Detecting early or late changes in linear models with heteroscedastic errors," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 577-609, June.
  15. Natalie Neumeyer & Miguel A. Delgado & Lajos Horváth & Simos Meintanis & Emanuele Taufer & Lixing Zhu, 2021. "4th Workshop on Goodness‐of‐Fit, Change‐Point, and Related Problems, Trento, 2019," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(2), pages 371-374, June.
  16. Tomasz Górecki & Lajos Horváth & Piotr Kokoszka, 2020. "Tests of Normality of Functional Data," International Statistical Review, International Statistical Institute, vol. 88(3), pages 677-697, December.
  17. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "A functional time series analysis of forward curves derived from commodity futures," International Journal of Forecasting, Elsevier, vol. 36(2), pages 646-665.
  18. Horváth, Lajos & Kokoszka, Piotr & Wang, Shixuan, 2020. "Testing normality of data on a multivariate grid," Journal of Multivariate Analysis, Elsevier, vol. 179(C).
  19. Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya, 2020. "Time-varying beta in functional factor models: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  20. Lajos Horváth & Curtis Miller & Gregory Rice, 2020. "A New Class of Change Point Test Statistics of Rényi Type," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(3), pages 570-579, July.
  21. Horváth, Lajos & Liu, Zhenya & Rice, Gregory & Wang, Shixuan, 2020. "Sequential monitoring for changes from stationarity to mild non-stationarity," Journal of Econometrics, Elsevier, vol. 215(1), pages 209-238.
  22. Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao, 2020. "A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis," Review of Quantitative Finance and Accounting, Springer, vol. 54(1), pages 335-358, January.
  23. Marco Barassi & Lajos Horváth & Yuqian Zhao, 2020. "Change‐Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 38(2), pages 340-349, April.
  24. Horváth, Lajos & Trapani, Lorenzo, 2019. "Testing for randomness in a random coefficient autoregression model," Journal of Econometrics, Elsevier, vol. 209(2), pages 338-352.
  25. Horváth, Lajos & Rice, Gregory, 2019. "Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models," Journal of Multivariate Analysis, Elsevier, vol. 169(C), pages 138-165.
  26. Jaromír Antoch & Jan Hanousek & Lajos Horváth & Marie Hušková & Shixuan Wang, 2019. "Structural breaks in panel data: Large number of panels and short length time series," Econometric Reviews, Taylor & Francis Journals, vol. 38(7), pages 828-855, August.
  27. Górecki, Tomasz & Horváth, Lajos & Kokoszka, Piotr, 2018. "Change point detection in heteroscedastic time series," Econometrics and Statistics, Elsevier, vol. 7(C), pages 63-88.
  28. Lajos Horváth & William Pouliot & Shixuan Wang, 2017. "Detecting at-Most-m Changes in Linear Regression Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(4), pages 552-590, July.
  29. Alexander Aue & Lajos Horváth & Daniel F. Pellatt, 2017. "Functional Generalized Autoregressive Conditional Heteroskedasticity," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(1), pages 3-21, January.
  30. Patrick Bardsley & Lajos Horváth & Piotr Kokoszka & Gabriel Young, 2017. "Change point tests in functional factor models with application to yield curves," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 86-117, February.
  31. Horváth, Lajos & Hušková, Marie & Rice, Gregory & Wang, Jia, 2017. "Asymptotic Properties Of The Cusum Estimator For The Time Of Change In Linear Panel Data Models," Econometric Theory, Cambridge University Press, vol. 33(2), pages 366-412, April.
  32. Horváth, Lajos & Trapani, Lorenzo, 2016. "Statistical inference in a random coefficient panel model," Journal of Econometrics, Elsevier, vol. 193(1), pages 54-75.
  33. Horváth, Lajos & Rice, Gregory & Whipple, Stephen, 2016. "Adaptive bandwidth selection in the long run covariance estimator of functional time series," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 676-693.
  34. Berkes, István & Horváth, Lajos & Rice, Gregory, 2016. "On the asymptotic normality of kernel estimators of the long run covariance of functional time series," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 150-175.
  35. Alina Bazarova & István Berkes & Lajos Horváth, 2016. "On the Extremal Theory of Continued Fractions," Journal of Theoretical Probability, Springer, vol. 29(1), pages 248-266, March.
  36. Christian Francq & Lajos Horváth & Jean-Michel Zakoïan, 2016. "Variance Targeting Estimation of Multivariate GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 14(2), pages 353-382.
  37. Horváth, Lajos & Rice, Gregory, 2015. "Testing for independence between functional time series," Journal of Econometrics, Elsevier, vol. 189(2), pages 371-382.
  38. Lajos Horváth & Gregory Rice, 2015. "Testing Equality Of Means When The Observations Are From Functional Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 36(1), pages 84-108, January.
  39. Lajos Horváth & Gregory Rice, 2014. "Rejoinder on: Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 287-290, June.
  40. G. Alastair Young, 2014. "Inference for Functional Data with Applications by Lajos Horváth and Piotr Kokoszka," International Statistical Review, International Statistical Institute, vol. 82(1), pages 155-156, April.
  41. Bazarova, Alina & Berkes, István & Horváth, Lajos, 2014. "On the central limit theorem for modulus trimmed sums," Statistics & Probability Letters, Elsevier, vol. 86(C), pages 61-67.
  42. Lajos Horváth & Gregory Rice, 2014. "Extensions of some classical methods in change point analysis," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 23(2), pages 219-255, June.
  43. Horváth, Lajos & Kokoszka, Piotr & Rice, Gregory, 2014. "Testing stationarity of functional time series," Journal of Econometrics, Elsevier, vol. 179(1), pages 66-82.
  44. Aue, Alexander & Horváth, Lajos & Hurvich, Clifford & Soulier, Philippe, 2014. "Limit Laws In Transaction-Level Asset Price Models," Econometric Theory, Cambridge University Press, vol. 30(3), pages 536-579, June.
  45. Fremdt, Stefan & Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef G., 2014. "Functional data analysis with increasing number of projections," Journal of Multivariate Analysis, Elsevier, vol. 124(C), pages 313-332.
  46. Batsidis, A. & Horváth, L. & Martín, N. & Pardo, L. & Zografos, K., 2013. "Change-point detection in multinomial data using phi-divergence test statistics," Journal of Multivariate Analysis, Elsevier, vol. 118(C), pages 53-66.
  47. Horváth, Lajos & Hušková, Marie & Rice, Gregory, 2013. "Test of independence for functional data," Journal of Multivariate Analysis, Elsevier, vol. 117(C), pages 100-119.
  48. Stefan Fremdt & Josef G. Steinebach & Lajos Horváth & Piotr Kokoszka, 2013. "Testing the Equality of Covariance Operators in Functional Samples," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(1), pages 138-152, March.
  49. Lajos Horváth & Piotr Kokoszka & Ron Reeder, 2013. "Estimation of the mean of functional time series and a two-sample problem," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(1), pages 103-122, January.
  50. Alexander Aue & Lajos Horváth, 2013. "Structural breaks in time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 1-16, January.
  51. Berkes, István & Horváth, Lajos & Rice, Gregory, 2013. "Weak invariance principles for sums of dependent random functions," Stochastic Processes and their Applications, Elsevier, vol. 123(2), pages 385-403.
  52. Hörmann, Siegfried & Horváth, Lajos & Reeder, Ron, 2013. "A Functional Version Of The Arch Model," Econometric Theory, Cambridge University Press, vol. 29(2), pages 267-288, April.
  53. Horváth, Lajos & Reeder, Ron, 2012. "Detecting changes in functional linear models," Journal of Multivariate Analysis, Elsevier, vol. 111(C), pages 310-334.
  54. Lajos Horváth & Marie Hušková, 2012. "Change-point detection in panel data," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(4), pages 631-648, July.
  55. Aue, Alexander & Hörmann, Siegfried & Horváth, Lajos & Hušková, Marie & Steinebach, Josef G., 2012. "Sequential Testing For The Stability Of High-Frequency Portfolio Betas," Econometric Theory, Cambridge University Press, vol. 28(4), pages 804-837, August.
  56. Berkes, István & Horváth, Lajos, 2012. "The central limit theorem for sums of trimmed variables with heavy tails," Stochastic Processes and their Applications, Elsevier, vol. 122(2), pages 449-465.
  57. Aue, Alexander & Horváth, Lajos & Hušková, Marie, 2012. "Segmenting mean-nonstationary time series via trending regressions," Journal of Econometrics, Elsevier, vol. 168(2), pages 367-381.
  58. Christian Francq & Lajos Horváth, 2011. "Merits and Drawbacks of Variance Targeting in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 9(4), pages 619-656.
  59. István Berkes & Lajos Horváth & Shiqing Ling & Johannes Schauer, 2011. "Testing for structural change of AR model to threshold AR model," Journal of Time Series Analysis, Wiley Blackwell, vol. 32(5), pages 547-565, September.
  60. István Berkes & Siegfried Hörmann & Lajos Horváth, 2010. "On Functional Versions of the Arc-Sine Law," Journal of Theoretical Probability, Springer, vol. 23(1), pages 109-126, March.
  61. Horváth, Lajos & Husková, Marie & Kokoszka, Piotr, 2010. "Testing the stability of the functional autoregressive process," Journal of Multivariate Analysis, Elsevier, vol. 101(2), pages 352-367, February.
  62. Francq, Christian & Horvath, Lajos & Zakoïan, Jean-Michel, 2010. "Sup-Tests For Linearity In A General Nonlinear Ar(1) Model," Econometric Theory, Cambridge University Press, vol. 26(4), pages 965-993, August.
  63. Aue, Alexander & Horváth, Lajos & Hušková, Marie & Ling, Shiqing, 2009. "On Distinguishing Between Random Walk And Change In The Mean Alternatives," Econometric Theory, Cambridge University Press, vol. 25(2), pages 411-441, April.
  64. István Berkes & Robertas Gabrys & Lajos Horváth & Piotr Kokoszka, 2009. "Detecting changes in the mean of functional observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 71(5), pages 927-946, November.
  65. Aue, Alexander & Horváth, Lajos & Reimherr, Matthew L., 2009. "Delay times of sequential procedures for multiple time series regression models," Journal of Econometrics, Elsevier, vol. 149(2), pages 174-190, April.
  66. Edit Gombay & Lajos Horváth, 2009. "Sequential Tests and Change Detection in the Covariance Structure of Weakly Stationary Time Series," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 38(16-17), pages 2872-2883, October.
  67. István Berkes & Lajos Horváth & Shiqing Ling, 2009. "Estimation in nonstationary random coefficient autoregressive models," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(4), pages 395-416, July.
  68. Lajos Horváth & Remigijus Leipus, 2009. "Effect of aggregation on estimators in AR(1) sequence," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(3), pages 546-567, November.
  69. Aue, Alexander & Gabrys, Robertas & Horváth, Lajos & Kokoszka, Piotr, 2009. "Estimation of a change-point in the mean function of functional data," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2254-2269, November.
  70. Alexander Aue & Lajos Horváth & Piotr Kokoszka & Josef Steinebach, 2008. "Monitoring shifts in mean: Asymptotic normality of stopping times," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(3), pages 515-530, November.
  71. Berkes, István & Hörmann, Siegfried & Horváth, Lajos, 2008. "The functional central limit theorem for a family of GARCH observations with applications," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2725-2730, November.
  72. Horváth, Lajos & Horváth, Zsuzsanna & Zhou, Wang, 2008. "Asymptotic Properties Of Nonparametric Frontier Estimators," Econometric Theory, Cambridge University Press, vol. 24(6), pages 1607-1627, December.
  73. Aue, Alexander & Horváth, Lajos & Steinebach, Josef, 2007. "Rescaled range analysis in the presence of stochastic trend," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1165-1175, July.
  74. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2007. "On sequential detection of parameter changes in linear regression," Statistics & Probability Letters, Elsevier, vol. 77(9), pages 885-895, May.
  75. Horváth, Lajos & Shao, Qi-Man, 2007. "Limit theorems for permutations of empirical processes with applications to change point analysis," Stochastic Processes and their Applications, Elsevier, vol. 117(12), pages 1870-1888, December.
  76. Aue, Alexander & Horváth, Lajos, 2007. "A Limit Theorem For Mildly Explosive Autoregression With Stable Errors," Econometric Theory, Cambridge University Press, vol. 23(2), pages 201-220, April.
  77. Alexander Aue & Lajos Horváth & Josef Steinebach, 2006. "Estimation in Random Coefficient Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 27(1), pages 61-76, January.
  78. Alexander Aue & Lajos Horváth & Marie Hušková & Piotr Kokoszka, 2006. "Change-point monitoring in linear models," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 373-403, November.
  79. Berkes, István & Horváth, Lajos, 2006. "Convergence Of Integral Functionals Of Stochastic Processes," Econometric Theory, Cambridge University Press, vol. 22(2), pages 304-322, April.
  80. Horváth, Lajos & Kokoszka, Piotr & Zhang, Aonan, 2006. "Monitoring Constancy Of Variance In Conditionally Heteroskedastic Time Series," Econometric Theory, Cambridge University Press, vol. 22(3), pages 373-402, June.
  81. Horvath, Lajos & Kokoszka, Piotr & Zitikis, Ricardas, 2006. "Testing for stochastic dominance using the weighted McFadden-type statistic," Journal of Econometrics, Elsevier, vol. 133(1), pages 191-205, July.
  82. Horváth, Lajos & Zitikis, Ričardas, 2006. "Testing Goodness Of Fit Based On Densities Of Garch Innovations," Econometric Theory, Cambridge University Press, vol. 22(3), pages 457-482, June.
  83. Lajos Horváth & Piotr Kokoszka & Ricardas Zitikis, 2006. "Sample and Implied Volatility in GARCH Models," Journal of Financial Econometrics, Oxford University Press, vol. 4(4), pages 617-635.
  84. Berkes, Istvan & Horváth, Lajos & Kokoszka, Piotr, 2004. "Testing for parameter constancy in GARCH(p,q) models," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 263-273, December.
  85. Aue, Alexander & Horváth, Lajos, 2004. "Delay time in sequential detection of change," Statistics & Probability Letters, Elsevier, vol. 67(3), pages 221-231, April.
  86. Berkes, István & Gombay, Edit & Horváth, Lajos & Kokoszka, Piotr, 2004. "SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS," Econometric Theory, Cambridge University Press, vol. 20(6), pages 1140-1167, December.
  87. Berkes, István & Horváth, Lajos, 2003. "Limit results for the empirical process of squared residuals in GARCH models," Stochastic Processes and their Applications, Elsevier, vol. 105(2), pages 271-298, June.
  88. Berkes, István & Horváth, Lajos & Kokoszka, Piotr, 2003. "Asymptotics For Garch Squared Residual Correlations," Econometric Theory, Cambridge University Press, vol. 19(4), pages 515-540, August.
  89. Berkes, István & Horváth, Lajos & Kokoszka, Piotr, 2003. "Estimation Of The Maximal Moment Exponent Of A Garch(1,1) Sequence," Econometric Theory, Cambridge University Press, vol. 19(4), pages 565-586, August.
  90. Horváth, Lajos & Zitikis, Ricardas, 2003. "Asymptotics of the Lp-norms of density estimators in the first-order autoregressive models," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 331-342, December.
  91. Berkes, István & Horváth, Lajos, 2003. "The rate of consistency of the quasi-maximum likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 133-143, January.
  92. Horváth, Lajos & Kokoszka, Piotr, 2003. "A bootstrap approximation to a unit root test statistic for heavy-tailed observations," Statistics & Probability Letters, Elsevier, vol. 62(2), pages 163-173, April.
  93. Clark, Jim & Horváth, Lajos & Lewis, Mark, 2001. "On the estimation of spread rate for a biological population," Statistics & Probability Letters, Elsevier, vol. 51(3), pages 225-234, February.
  94. Berkes, István & Horváth, Lajos, 2001. "The logarithmic average of sample extremes is asymptotically normal," Stochastic Processes and their Applications, Elsevier, vol. 91(1), pages 77-98, January.
  95. Horváth, Lajos, 2001. "Change-Point Detection in Long-Memory Processes," Journal of Multivariate Analysis, Elsevier, vol. 78(2), pages 218-234, August.
  96. Horváth, Lajos & Kokoszka, Piotr, 2001. "LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS," Econometric Theory, Cambridge University Press, vol. 17(2), pages 283-295, April.
  97. Irina Grabovsky & Lajos Horváth, 2001. "Change-Point Detection in Angular Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 552-566, September.
  98. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 2000. "Approximations for weighted bootstrap processes with an application," Statistics & Probability Letters, Elsevier, vol. 48(1), pages 59-70, May.
  99. Horváth, Lajos & Kokoszka, Piotr & Steinebach, Josef, 1999. "Testing for Changes in Multivariate Dependent Observations with an Application to Temperature Changes," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 96-119, January.
  100. István Berkes & Lajos Horváth, 1999. "Limit Theorems for Logarithmic Averages of Fractional Brownian Motions," Journal of Theoretical Probability, Springer, vol. 12(4), pages 985-1009, October.
  101. Eastwood, Vera R. & Horváth, Lajos, 1999. "Limit theorems for short distances in," Statistics & Probability Letters, Elsevier, vol. 45(3), pages 261-268, November.
  102. Horváth, Lajos & Steinebach, Josef, 1999. "On the best approximation for bootstrapped empirical processes," Statistics & Probability Letters, Elsevier, vol. 41(2), pages 117-122, January.
  103. Berkes, István & Horváth, Lajos & Khoshnevisan, Davar, 1998. "Logarithmic averages of stable random variables are asymptotically normal," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 35-51, September.
  104. Berkes, István & Csáki, Endre & Horváth, Lajos, 1998. "Almost sure central limit theorems under minimal conditions," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 67-76, January.
  105. Lajos Horváth, 1997. "Detection of Changes in Linear Sequences," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(2), pages 271-283, June.
  106. Aboabboud, M.M. & Horvath, L. & Szépvölgy, J. & Mink, G. & Radhika, E. & Kudish, A.I., 1997. "The use of a thermal energy recycle unit in conjunction with a basin-type solar still for enhanced productivity," Energy, Elsevier, vol. 22(1), pages 83-91.
  107. Csörgő Miklós & Horváth Lajos & Szyszkowicz Barbara, 1997. "Integral Tests For Suprema Of Kiefer Processes With Application," Statistics & Risk Modeling, De Gruyter, vol. 15(4), pages 365-378, April.
  108. Horvàth, Lajos & Shao, Qi-Man, 1996. "Darling-Erdos-type theorems for sums of Gaussian variables with long-range dependence," Stochastic Processes and their Applications, Elsevier, vol. 63(1), pages 117-137, October.
  109. Gombay Edit & Horváth Lajos & Husková Marie, 1996. "Estimators And Tests For Change In Variances," Statistics & Risk Modeling, De Gruyter, vol. 14(2), pages 145-160, February.
  110. Gombay, Edit & Horváth, Lajos, 1996. "On the Rate of Approximations for Maximum Likelihood Tests in Change-Point Models," Journal of Multivariate Analysis, Elsevier, vol. 56(1), pages 120-152, January.
  111. Csörgo, Miklós & Horváth, Lajos, 1996. "A note on the change-point problem for angular data," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 61-65, March.
  112. Aboabboud, M.M. & Horvath, L. & Mink, G. & Yasin, M. & Kudish, A.I., 1996. "An energy saving atmospheric evaporator utilizing low grade thermal or waste energy," Energy, Elsevier, vol. 21(12), pages 1107-1117.
  113. Berkes, István & Horváth, Lajos, 1996. "Between local and global logarithmic averages," Statistics & Probability Letters, Elsevier, vol. 30(4), pages 369-378, November.
  114. Horvath, Lajos & Khoshnevisan, Davar, 1995. "Weight functions and pathwise local central limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 59(1), pages 105-123, September.
  115. Horváth, Lajos & Shao, Qi-Man, 1994. "A note on dichotomy theorems for integrals of stable processes," Statistics & Probability Letters, Elsevier, vol. 19(1), pages 45-49, January.
  116. Gombay, Edit & Horváth, Lajos, 1994. "Limit theorems for change in linear regression," Journal of Multivariate Analysis, Elsevier, vol. 48(1), pages 43-69, January.
  117. Gombay, Edit & Horváth, Lajos, 1994. "An application of the maximum likelihood test to the change-point problem," Stochastic Processes and their Applications, Elsevier, vol. 50(1), pages 161-171, March.
  118. Horváth, Lajos, 1993. "Change in autoregressive processes," Stochastic Processes and their Applications, Elsevier, vol. 44(2), pages 221-242, February.
  119. Csörgo, Miklós & Horváth, Lajos & Shao, Qi-Man, 1993. "Convergence of integrals of uniform empirical and quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 283-294, April.
  120. Gombay, Edit & Horváth, Lajos, 1992. "A goodness-of-fit test for exponential families," Statistics & Probability Letters, Elsevier, vol. 15(3), pages 235-239, October.
  121. Csörgo, Miklós & Horváth, Lajos, 1992. "Rényi-type empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 41(2), pages 338-358, May.
  122. Horváth, Lajos, 1991. "On the asymptotic distributions of weighted uniform multivariate empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 36(1), pages 127-143, January.
  123. Horváth, Lajos, 1991. "Rate of convergence in limit theorems for Brownian excursions," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 55-64, October.
  124. Horváth Lajos & Johnson Richard A., 1991. "Tests Of Fit For Composite Hypotheses With Censored Data," Statistics & Risk Modeling, De Gruyter, vol. 9(1-2), pages 21-44, February.
  125. Horváth, Lajos, 1991. "Short distances on the line," Stochastic Processes and their Applications, Elsevier, vol. 39(1), pages 65-80, October.
  126. Chang-Jo Chung & Miklós Csörgő & Lajos Horváth, 1990. "Confidence bands for quantile function under random censorship," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(1), pages 21-36, March.
  127. Csörgo, Miklós & Horváth, Lajos, 1989. "On best possible approximations of local time," Statistics & Probability Letters, Elsevier, vol. 8(4), pages 301-306, September.
  128. Horváth, Lajos, 1989. "The limit distributions of likelihood ratio and cumulative sum tests for a change in a binomial probability," Journal of Multivariate Analysis, Elsevier, vol. 31(1), pages 148-159, October.
  129. Csörgo, Miklós & Horváth, Lajos, 1988. "Invariance principles for changepoint problems," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 151-168, October.
  130. Csőrgo M. & Horváth L., 1988. "Convergence Of The Empirical And Quantile Distributions To Poisson Measures," Statistics & Risk Modeling, De Gruyter, vol. 6(1-2), pages 129-136, February.
  131. Csorgo, Miklos & Horvath, Lajos, 1988. "Asymptotics for Lp-norms of kernel estimators of densities," Computational Statistics & Data Analysis, Elsevier, vol. 6(3), pages 241-250, April.
  132. Horváth, Lajos & Yandell, Brian S., 1988. "Asymptotics of conditional empirical processes," Journal of Multivariate Analysis, Elsevier, vol. 26(2), pages 184-206, August.
  133. Csörgo, Miklós & Horváth, Lajos, 1988. "A note on strong approximations of multivariate empirical processes," Stochastic Processes and their Applications, Elsevier, vol. 28(1), pages 101-109, April.
  134. Csörgo, Miklós & Horváth, Lajos & Révész, Pál, 1987. "Stability and instability of local time of random walk in random environment," Stochastic Processes and their Applications, Elsevier, vol. 25, pages 185-202.
  135. Horváth, Lajos, 1987. "On the tail behaviour of quantile processes," Stochastic Processes and their Applications, Elsevier, vol. 25, pages 57-72.
  136. Csörgo, Miklós & Horváth, Lajos, 1987. "Approximation of intermediate quantile processes," Journal of Multivariate Analysis, Elsevier, vol. 21(2), pages 250-262, April.
  137. Horvath, Lajos & Willekens, Eric, 1986. "Estimates for the probability of ruin starting with a large initial reserve," Insurance: Mathematics and Economics, Elsevier, vol. 5(4), pages 285-293, October.
  138. Burke, Murray D. & Horváth, Lajos, 1986. "Estimation of influence functions," Statistics & Probability Letters, Elsevier, vol. 4(2), pages 81-85, March.
  139. Csörgóo, Miklós & Horváth, Lajos, 1986. "Approximations of weighted empirical and quantile processes," Statistics & Probability Letters, Elsevier, vol. 4(6), pages 275-280, October.
  140. Csörgo, Miklós & Horváth, Lajos & Révész, Pál, 1986. "How large must be the difference between local time and mesure du voisinage of Brownian motion?," Statistics & Probability Letters, Elsevier, vol. 4(4), pages 161-166, June.
  141. Horváth Lajos, 1985. "Estimation From A Length-Biased Distribution," Statistics & Risk Modeling, De Gruyter, vol. 3(1-2), pages 91-114, February.
  142. Aly, Emad-Eldin A. A. & Csörgo, Miklós & Horváth, Lajos, 1985. "Strong approximations of the quantile process of the product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 16(2), pages 185-210, April.
  143. Horváth, Lajos, 1985. "Approximation for Abel sums of independent, identically distributed random variables," Statistics & Probability Letters, Elsevier, vol. 3(4), pages 221-225, July.
  144. Horváth, Lajos, 1984. "Strong approximation of certain stopped sums," Statistics & Probability Letters, Elsevier, vol. 2(3), pages 181-185, May.
  145. Horváth, Lajos, 1984. "Strong approximation of renewal processes," Stochastic Processes and their Applications, Elsevier, vol. 18(1), pages 127-138, September.
  146. Horváth, Lajos, 1983. "The rate of strong uniform consistency for the multivariate product-limit estimator," Journal of Multivariate Analysis, Elsevier, vol. 13(1), pages 202-209, March.
    RePEc:inm:ormoor:v:17:y:1992:i:2:p:487-508 is not listed on IDEAS

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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (8) 2009-05-16 2014-08-09 2015-11-15 2017-04-02 2018-08-27 2018-12-24 2021-05-03 2024-06-10. Author is listed
  2. NEP-ETS: Econometric Time Series (8) 2009-05-16 2014-08-09 2015-11-15 2017-04-02 2018-08-27 2018-12-24 2021-05-03 2024-06-10. Author is listed
  3. NEP-ORE: Operations Research (4) 2009-05-16 2014-08-09 2015-11-15 2018-08-27
  4. NEP-MST: Market Microstructure (1) 2014-04-29
  5. NEP-RMG: Risk Management (1) 2009-05-16

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